CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1290-6 |
1318-4 |
27-6 |
2.1% |
1280-0 |
High |
1322-0 |
1334-4 |
12-4 |
0.9% |
1322-0 |
Low |
1290-4 |
1309-2 |
18-6 |
1.5% |
1268-2 |
Close |
1319-4 |
1329-2 |
9-6 |
0.7% |
1319-4 |
Range |
31-4 |
25-2 |
-6-2 |
-19.8% |
53-6 |
ATR |
20-1 |
20-4 |
0-3 |
1.8% |
0-0 |
Volume |
131,379 |
111,656 |
-19,723 |
-15.0% |
481,990 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1400-1 |
1389-7 |
1343-1 |
|
R3 |
1374-7 |
1364-5 |
1336-2 |
|
R2 |
1349-5 |
1349-5 |
1333-7 |
|
R1 |
1339-3 |
1339-3 |
1331-5 |
1344-4 |
PP |
1324-3 |
1324-3 |
1324-3 |
1326-7 |
S1 |
1314-1 |
1314-1 |
1326-7 |
1319-2 |
S2 |
1299-1 |
1299-1 |
1324-5 |
|
S3 |
1273-7 |
1288-7 |
1322-2 |
|
S4 |
1248-5 |
1263-5 |
1315-3 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1464-4 |
1445-6 |
1349-0 |
|
R3 |
1410-6 |
1392-0 |
1334-2 |
|
R2 |
1357-0 |
1357-0 |
1329-3 |
|
R1 |
1338-2 |
1338-2 |
1324-3 |
1347-5 |
PP |
1303-2 |
1303-2 |
1303-2 |
1308-0 |
S1 |
1284-4 |
1284-4 |
1314-5 |
1293-7 |
S2 |
1249-4 |
1249-4 |
1309-5 |
|
S3 |
1195-6 |
1230-6 |
1304-6 |
|
S4 |
1142-0 |
1177-0 |
1290-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1334-4 |
1268-2 |
66-2 |
5.0% |
22-5 |
1.7% |
92% |
True |
False |
104,220 |
10 |
1334-4 |
1268-2 |
66-2 |
5.0% |
21-4 |
1.6% |
92% |
True |
False |
98,297 |
20 |
1334-4 |
1247-0 |
87-4 |
6.6% |
19-6 |
1.5% |
94% |
True |
False |
100,090 |
40 |
1334-4 |
1247-0 |
87-4 |
6.6% |
18-0 |
1.4% |
94% |
True |
False |
83,227 |
60 |
1403-4 |
1247-0 |
156-4 |
11.8% |
20-4 |
1.5% |
53% |
False |
False |
63,626 |
80 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-1 |
1.7% |
68% |
False |
False |
52,702 |
100 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-6 |
1.7% |
68% |
False |
False |
43,993 |
120 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-2 |
1.7% |
68% |
False |
False |
37,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1441-6 |
2.618 |
1400-5 |
1.618 |
1375-3 |
1.000 |
1359-6 |
0.618 |
1350-1 |
HIGH |
1334-4 |
0.618 |
1324-7 |
0.500 |
1321-7 |
0.382 |
1318-7 |
LOW |
1309-2 |
0.618 |
1293-5 |
1.000 |
1284-0 |
1.618 |
1268-3 |
2.618 |
1243-1 |
4.250 |
1202-0 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1326-6 |
1321-1 |
PP |
1324-3 |
1313-0 |
S1 |
1321-7 |
1304-7 |
|